Optimal hedge ratios and hedging effectiveness: An analysis of the Turkish futures market

Büyükkara Z. G., Küçüközmen C. Ç., Uysal E. T.

BORSA ISTANBUL REVIEW, vol.22, no.1, pp.92-102, 2022 (SSCI)

  • Publication Type: Article / Article
  • Volume: 22 Issue: 1
  • Publication Date: 2022
  • Doi Number: 10.1016/j.bir.2021.02.002
  • Journal Name: BORSA ISTANBUL REVIEW
  • Journal Indexes: Social Sciences Citation Index (SSCI), Scopus, EconLit, Directory of Open Access Journals
  • Page Numbers: pp.92-102
  • Hacettepe University Affiliated: Yes